The Coefficient of the Whole Is an Average of the Coefficients of Its Parts : A Special Case of Restricted Least Squares

This paper provides a consistent estimate of the bound of the marginal effect of an unobserved right-hand side variable on the dependent variable when only the sum of that variable with a positively correlated variable is available.

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Bibliographic Details
Main Author: Kee, Hiau Looi
Format: Journal Article biblioteca
Language:EN
Published: 2009
Subjects:Single Equation Models, Single Variables: General C200,
Online Access:http://hdl.handle.net/10986/5898
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Summary:This paper provides a consistent estimate of the bound of the marginal effect of an unobserved right-hand side variable on the dependent variable when only the sum of that variable with a positively correlated variable is available.